GAfit                   Genetic algorithm for preliminary estimation of
                        reduced form STVAR models
GFEVD                   Estimate generalized forecast error variance
                        decomposition for structural STVAR models.
GIRF                    Estimate generalized impulse response function
                        for structural STVAR models.
LR_test                 Perform likelihood ratio test for a STVAR model
Portmanteau_test        Perform adjusted Portmanteau test for a STVAR
                        model
Rao_test                Perform Rao's score test for a STVAR model
STVAR                   Create a class 'stvar' object defining a
                        reduced form or structural smooth transition
                        VAR model
Wald_test               Perform Wald test for a STVAR model
acidata                 U.S. Actuaries Climate Index, GDP growth rate,
                        CPI, and interest rate data
alt_stvar               Construct a STVAR model based on results from
                        an arbitrary estimation round of 'fitSTVAR'
bound_JSR               Calculate upper bound for the joint spectral
                        radius of the "companion form AR matrices" of
                        the regimes
bound_jsr_G             Calculate upper bound for the joint spectral
                        radius of a set of matrices
calc_gradient           Calculate gradient or Hessian matrix
cfact_fore              Simulate counterfactual forecast scenarios for
                        structural STVAR models.
cfact_girf              Simulate counterfactual generalized impulse
                        response functions for structural STVAR models.
cfact_hist              Simulate historical counterfactual for
                        structural STVAR models.
check_params            Check whether the parameter vector is in the
                        parameter space and throw error if not
diag_Omegas             Simultaneously diagonalize two covariance
                        matrices
diagnostic_plot         Residual diagnostic plot for a STVAR model
filter_estimates        Filter inappropriate the estimates produced by
                        fitSTVAR
fitSSTVAR               Maximum likelihood estimation of a structural
                        STVAR model based on preliminary estimates from
                        a reduced form model.
fitSTVAR                Two-phase or three-phase (penalized) maximum
                        likelihood estimation of a reduced form smooth
                        transition VAR model
gdpdef                  U.S. real GDP percent change and GDP implicit
                        price deflator percent change
get_hetsked_sstvar      Switch from two-regime reduced form STVAR model
                        to a structural model identified by
                        heteroskedasticity
get_penalized_IC        Calculate penalized AIC, HQIC, and BIC
hist_decomp             Compute historical decompositions for
                        structural STVAR models.
in_paramspace           Determine whether the parameter vector is in
                        the parameter space
iterate_more            Maximum likelihood estimation of a reduced form
                        or structural STVAR model based on preliminary
                        estimates
linear_IRF              Estimate linear impulse response function based
                        on a single regime of a structural STVAR model.
plot.stvarpred          Predict method for class 'stvar' objects
plot_struct_shocks      Plot structural shock time series of a STVAR
                        model
print.hypotest          Print method for the class hypotest
print.stvarsum          Summary print method from objects of class
                        'stvarsum'
profile_logliks         Plot profile log-likelihood functions about the
                        estimates
redecompose_Omegas      In the decomposition of the covariance matrices
                        (Muirhead, 1982, Theorem A9.9), change the
                        ordering of the covariance matrices.
reorder_B_columns       Reorder columns of impact matrix B of a
                        structural STVAR model that is identified by
                        heteroskedasticity or non-Gaussianity.
simulate.stvar          Simulate method for class 'stvar' objects
sstvars-package         sstvars: toolkit for reduced form and
                        structural smooth transition vector
                        autoregressive models
stvar_to_sstvars110     Update STVAR model estimated with a version of
                        the package <1.1.0 to be compatible with the
                        versions >=1.1.0.
swap_B_signs            Swap all signs in pointed columns of the impact
                        matrix of a structural STVAR model that is
                        identified by heteroskedasticity or
                        non-Gaussianity
swap_parametrization    Swap the parametrization of a STVAR model
uncond_moments          Calculate the unconditional means, variances,
                        the first p autocovariances, and the first p
                        autocorrelations of the regimes of the model.
usacpu                  U.S. climate policy uncertainty, economic
                        policy uncertainty, industrial production,
                        consumer price index,
usamone                 U.S. real GDP, GDP implicit price deflator, and
                        interest rate data
